Miller Value Partners AP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.37% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1453 | 8.23 | |
| 0.0938 | 4.45 | |
| 0.8160 | 55.00 | |
| 0.0439 | 1.10 |
Estimation Period:
Jan 31, 2024 to Feb 13, 2026
Jan 31, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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